Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Applied Econometrics / John Wiley & Sons, Ltd.

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44000000.17
20020.44000000.19
20030.46000000.2
20040.53000000.22
20050.56010000.23
20060.53000000.22
20070.46000000.19
20080.49050000.21
20090.5090000.2
20100.460190000.16
20110.575757741.329500621.090.22
20121.650.66571141471.2910357940350.610.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2011Default priors and predictive performance in Bayesian model averaging, with application to growth determinants. (2011). Papageorgiou, Chris ; Eicher, Theo ; Raftery, Adrian E.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55.

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41
2011Modelling and forecasting multivariate realized volatility. (2011). Voev, Valeri ; Halbleib, Roxana ; Chiriac, Roxana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:922-947.

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28
2011Jumps, cojumps and macro announcements. (2011). Neely, Christopher ; Laurent, Sébastien ; LAHAYE, Jerome . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:893-921.

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27
2013GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (2013). Lucas, André ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:777-795.

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19
2012Realized GARCH: a joint model for returns and realized measures of volatility. (2012). Huang, Zhuo ; Hansen, Peter ; Shek, Howard Howan . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906.

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16
2011Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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15
2013Macroeconomic forecasting and structural change. (2013). Giannone, Domenico ; Gambetti, Luca ; D'Agostino, Antonello. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:82-101.

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15
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness. (2011). Wallis, Kenneth ; Mitchell, James. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:6:p:1023-1040.

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13
2011Hierarchical Markov normal mixture models with applications to financial asset returns. (2011). Geweke, John ; amisano, gianni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:1-29.

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12
2011Forecasting large datasets with Bayesian reduced rank multivariate models. (2011). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761.

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12
2011Estimating the effect of a gasoline tax on carbon emissions. (2011). Kilian, Lutz ; Davis, Lucas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1187-1214.

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11
2011Estimating intergenerational schooling mobility on censored samples: consequences and remedies. (2011). De Haan, Monique ; Plug, Erik . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:151-166.

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11
2011A comparison of treatment effects estimators using a structural model of AMI treatment choices and severity of illness information from hospital charts. (2011). Trogdon, Justin ; Picone, Gabriel ; Khwaja, Ahmed ; Salm, Martin . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:825-853.

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10
2011Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models. (2011). Strobel, Martin ; Sebald, Alexander ; Bellemare, Charles . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:437-453.

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9
2011Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability. (2011). Carrion-i-Silvestre, Josep ; Berenguer-Rico, Vanessa ; CarrioniSilvestre, Josep Lluis ; BerenguerRico, Vanessa . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:298-321.

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8
2012Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach. (2012). Kraay, Aart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:1:p:108-128.

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8
2013Estimation of dynamic panel data models with sample selection. (2013). Semykina, Anastasia ; Wooldridge, Jeffrey M.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:47-61.

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7
2012Innovation and competition: An unstable relationship. (2012). Correa, Juan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:1:p:160-166.

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7
2011Stock market expectations of Dutch households. (2011). Winter, Joachim ; van Rooij, Maarten ; Hurd, Michael. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:416-436.

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6
2011Stock market crash and expectations of American households. (2011). Kezdi, Gabor ; Hudomiet, Peter ; Willis, Robert J.. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:393-415.

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6
2011Cannabis use and mental health problems. (2011). van Ours, Jan ; Williams, Jenny . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1137-1156.

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6
2011Dynamics of worker flows and vacancies: evidence from the sign restriction approach. (2011). Fujita, Shigeru. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:89-121.

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6
2011Measuring and interpreting expectations of equity returns. (2011). Manski, Charles ; Dominitz, Jeff . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:3:p:352-370.

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6
2011Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions. (2011). Tatsiramos, Konstantinos ; Michaud, Pierre-Carl. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:4:p:641-668.

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5
2013VAR FORECASTING USING BAYESIAN VARIABLE SELECTION. (2013). Korobilis, Dimitris. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:204-230.

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5
2011Stochastic error specification in primal and dual production systems. (2011). Tsionas, Efthymios ; Kumbhakar, Subal. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:270-297.

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5
2012BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS. (2012). Luoto, Jani ; Lanne, Markku ; Luoma, Arto . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:812-830.

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5
2011How does heterogeneity shape the socioeconomic gradient in health satisfaction?. (2011). Schurer, Stefanie ; Jones, Andrew. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:4:p:549-579.

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5
2012Dynamic stochastic copula models: estimation, inference and applications. (2012). Hafner, Christian ; Manner, Hans . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:269-295.

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5
2011Measuring the diffusion of housing prices across space and over time. (2011). Brady, Ryan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:213-231.

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4
2012Stochastic monotonicity in intergenerational mobility tables. (2012). Fiorini, Mario ; Dardanoni, Valentino ; Forcina, Antonio . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:1:p:85-107.

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4
2012‘DUAL’ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE. (2012). KOCH, Wilfried ; Ertur, Cem ; Behrens, Kristian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:773-794.

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4
2012Alternative technical efficiency measures: Skew, bias and scale. (2012). Horrace, William ; Feng, Qu. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:253-268.

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4
2011Conditional Markov chain and its application in economic time series analysis. (2011). Wang, Peng ; Bai, Jushan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:715-734.

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4
2013Forecasting with Medium and Large Bayesian VARS. (2013). Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203.

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4
2013TAX‐LIMITED REACTION FUNCTIONS. (2013). Revelli, Federico ; Di Porto, Edoardo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:5:p:823-839.

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4
2013Panel data estimates of the production function and product and labor market imperfections. (2013). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:28:y:2013:i:1:p:1-46.

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4
2012Multivariate high‐frequency‐based volatility (HEAVY) models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:907-933.

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3
2011Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory. (2011). Paiella, Monica ; Attanasio, Orazio. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:322-343.

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3
2012The impact of reserve prices on the perceived bias of expert appraisals of fine art. (2012). Smith, James ; McAndrew, Clare ; Thompson, Rex . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:235-252.

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3
2012A PANEL DATA APPROACH FOR PROGRAM EVALUATION: MEASURING THE BENEFITS OF POLITICAL AND ECONOMIC INTEGRATION OF HONG KONG WITH MAINLAND CHINA. (2012). hsiao, cheng ; CHING, STEVE H. ; Wan, Shui Ki . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:5:p:705-740.

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3
2011The effect of location on finding a job in the Paris region. (2011). Selod, Harris ; Magnac, Thierry ; Gobillon, Laurent. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1079-1112.

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3
2012Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances. (2012). Phillips, Garry ; Iglesias, Emma ; Garry D. A. Phillips, ; Garry D. A. Phillips, . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:3:p:474-499.

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3
2012Trade creation and diversion revisited: Accounting for model uncertainty and natural trading partner effects. (2012). Papageorgiou, Chris ; Eicher, Theo ; Henn, Christian . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:296-321.

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3
2011Simulation estimation of two‐tiered dynamic panel Tobit models with an application to the labor supply of married women. (2011). Chang, ShengKai . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:5:p:854-871.

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3
2011The response of prices, sales, and output to temporary changes in demand. (2011). Hall, George ; Copeland, Adam. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:2:p:232-269.

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3
2011Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition. (2011). Manski, Charles ; Engelberg, Joseph ; Williams, Jared . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:7:p:1059-1078.

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3
2012On the forecasting accuracy of multivariate GARCH models. (2012). Violante, Francesco ; Laurent, Sébastien ; Jeroen V. K. Rombouts, . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:6:p:934-955.

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3
2012Estimation of sample selection models with spatial dependence. (2012). Flores-Lagunes, Alfonso ; FloresLagunes, Alfonso ; Schnier, Kurt Erik . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:27:y:2012:i:2:p:173-204.

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3
2011A new poolability test for cointegrated panels. (2011). Westerlund, Joakim ; Hess, Wolfgang. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:26:y:2011:i:1:p:56-88.

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3

Citing documents used to compute impact factor 94:

YearTitleSee
2012Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-493.

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[Citation Analysis]
2012Econometric modeling of exchange rate volatility and jumps. (2012). Neely, Christopher ; Laurent, Sébastien ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:2012-008.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Veredas, David ; Luciani, Matteo ; Dungey, Mardi. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120115.

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[Citation Analysis]
2012The impact of macro news and central bank communication on emerging European forex markets. (2012). Kočenda, Evžen ; Égert, Balázs ; egert, Balazs ; Koenda, Even . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-20.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; VEREDAS, David . In: CAMA Working Papers. RePEc:een:camaaa:2012-47.

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[Citation Analysis]
2012Do jumps mislead the FX market?. (2012). Laurent, Sébastien ; LECOURT, Christelle ; Gnabo, Jean-Yves . In: Quantitative Finance. RePEc:taf:quantf:v:12:y:2012:i:10:p:1521-1532.

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[Citation Analysis]
2012Ranking Systemically Important Financial Institutions. (2012). VEREDAS, David ; Luciani, Matteo ; Dungey, Mardi . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012115.

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[Citation Analysis]
2012Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575.

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[Citation Analysis]
2012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; VEREDAS, David . In: Working Papers. RePEc:tas:wpaper:15473.

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[Citation Analysis]
2012Specification and estimation of primal production models. (2012). Kumbhakar, Subal. In: European Journal of Operational Research. RePEc:eee:ejores:v:217:y:2012:i:3:p:509-518.

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[Citation Analysis]
2012Estimation of TFP growth: a semiparametric smooth coefficient approach. (2012). Sun, Kai ; Kumbhakar, Subal. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:1:p:1-24.

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[Citation Analysis]
2012Moments of multivariate regime switching with application to risk-return trade-off. (2012). Taamouti, Abderrahim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:2:p:292-308.

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[Citation Analysis]
2012Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States. (2012). Anderson, Richard ; Binner, Jane M. ; Schmidt, Vincent A.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:174-177.

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[Citation Analysis]
2012Bayesian analysis of quantile regression for censored dynamic panel data. (2012). Kobayashi, Genya ; Kozumi, Hideo . In: Computational Statistics. RePEc:spr:compst:v:27:y:2012:i:2:p:359-380.

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[Citation Analysis]
2012The measurement and behavior of uncertainty: evidence from the ECB Survey of Professional Forecasters. (2012). Tracy, Joseph ; Rich, Robert ; Song, Joseph . In: Staff Reports. RePEc:fip:fednsr:588.

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[Citation Analysis]
2012Stock Price Expectations and Stock Trading. (2012). Rohwedder, Susann ; Hurd, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:17973.

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[Citation Analysis]
2012Motivational cherry picking. (2012). Riener, Gerhard ; Regner, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:68.

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[Citation Analysis]
2012Beliefs and actions in the trust game: Creating instrumental variables to estimate the causal effect. (2012). Weizsäcker, Georg ; Huck, Steffen. In: Discussion Papers, Research Unit: Economics of Change. RePEc:zbw:wzbeoc:spii2012302.

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[Citation Analysis]
2012Deconstruction and reconstruction of an anomaly. (2012). Engelmann, Dirk ; Strobel, Martin . In: Games and Economic Behavior. RePEc:eee:gamebe:v:76:y:2012:i:2:p:678-689.

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[Citation Analysis]
2012First- and Second-order Subjective Expectations in Strategic Decision-Making: Experimental Evidence. (2012). Neri, Claudia ; Manski, Charles. In: Economics Working Paper Series. RePEc:usg:econwp:2012:06.

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[Citation Analysis]
2012On estimation of the CES production function—Revisited. (2012). Henningsen, Arne. In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:1:p:67-69.

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[Citation Analysis]
2012Probabilistic survey questions and incorrect answers: Retirement income replacement rates. (2012). van Santen, Peter ; Kalwij, Adriaan ; alessie, rob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:267-280.

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[Citation Analysis]
2012Theoretical and practical arguments for modeling labor supply as a choice among latent jobs. (2012). Jia, Zhiyang ; John K. Dagsvik, Zhiyang Jia, Tom Kornstad, ; Thor O. Thoresen, . In: Discussion Papers. RePEc:ssb:dispap:692.

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[Citation Analysis]
2012The effects of R&D tax credits on patenting and innovations. (2012). Rybalka, Marina ; Raknerud, Arvid ; Cappelen, dne . In: Research Policy. RePEc:eee:respol:v:41:y:2012:i:2:p:334-345.

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[Citation Analysis]
2012Estimating the supply and demand of gasoline using tax data. (2012). Prisinzano, Richard ; DeBacker, Jason ; Coyle, David . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:195-200.

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[Citation Analysis]
2012Gasoline Taxes and Consumer Behavior. (2012). Li, Shanjun ; Linn, Joshua ; Muehlegger, Erich . In: Working Paper Series. RePEc:ecl:harjfk:rwp12-006.

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[Citation Analysis]
2012Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries. (2012). Vigfusson, Robert ; Kilian, Lutz. In: International Finance Discussion Papers. RePEc:fip:fedgif:1050.

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[Citation Analysis]
2012Carbon Tax Salience and Gasoline Demand. (2012). Schaufele, Brandon ; Rivers, Nicholas. In: Working Papers. RePEc:ott:wpaper:1211e.

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[Citation Analysis]
2012The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8916.

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[Citation Analysis]
2012Inference on Factor Structures in Heterogeneous Panels. (2012). Rossi, Eduardo ; Castagnetti, Carolina ; Trapani, Lorenzo . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0002.

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[Citation Analysis]
2012Indirect estimation of GARCH models with alpha-stable innovations. (2012). Parrini, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:38544.

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2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05.

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[Citation Analysis]
2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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[Citation Analysis]
2012Forecasting multivariate volatility in larger dimensions: some practical issues. (2012). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2012_3.

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[Citation Analysis]
2012Risk spillovers in international equity portfolios. (2012). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo . In: Working Papers. RePEc:snb:snbwpa:2012-03.

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[Citation Analysis]
2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; Rombouts, Jeroen ; Jeroen V. K. Rombouts, . In: CREATES Research Papers. RePEc:aah:create:2012-04.

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[Citation Analysis]
2012The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003.

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2012Dynamic conditional correlation models for realized covariance matrices. (2012). Violante, Francesco ; Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060.

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2012The conditional autoregressive Wishart model for multivariate stock market volatility. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:211-223.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14.

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2012Risk Spillovers in International Equity Portfolios. (2012). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Mateo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:14.

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2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model. (2012). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:11.

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2012Equilibrium in securities markets with heterogeneous investors and unspanned income risk. (2012). Munk, Claus ; Christensen, Peter Ove ; Larsen, Kasper . In: Journal of Economic Theory. RePEc:eee:jetheo:v:147:y:2012:i:3:p:1035-1063.

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2012High on Life? Medical Marijuana Laws and Suicide. (2012). Rees, Daniel ; Anderson, Mark D. ; Sabia, Joseph J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp6280.

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2012Cannabis Use and Suicidal Ideation. (2012). Fergusson, D. ; Horwood, L. J. ; Williams, J. E. ; van Ours, J. C.. In: Discussion Paper. RePEc:dgr:kubcen:2012063.

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2012Cannabis use and suicidal ideation. (2012). Jan C. van Ours, Jenny Williams, David Fergusson, , . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1155.

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2012The effects of cannabis use on physical and mental health. (2012). Van Ours, Jan C. ; Williams, Jenny . In: Journal of Health Economics. RePEc:eee:jhecon:v:31:y:2012:i:4:p:564-577.

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2012Impact of macroeconomic surprises on the brazilian yield curve and expected inflation. (2012). Moura, Marcelo ; Gaio, Rafael Ladeira . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_288.

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2012Personality, well-being and the marginal utility of income: What can we learn from random coefficient models?. (2012). Yong, Jongsay ; Schurer, Stefanie . In: Working Paper Series. RePEc:vuw:vuwecf:2040.

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2012Personality, well-being and the marginal utility of income: What can we learn from random coefficient models?. (2012). Yong, Jongsay ; Schurer, Stefanie. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:12/01.

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2012Exchange rate pass-through, markups, and inventories. (2012). Copeland, Adam ; Kahn, James A.. In: Staff Reports. RePEc:fip:fednsr:584.

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2012Durable Goods Production and Inventory Dynamics: An Application to the Automobile Industry. (2012). Copeland, Adam ; Kahn, James . In: 2012 Meeting Papers. RePEc:red:sed012:270.

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2012Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/08.

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2012Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1206.

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2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1227.

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2012Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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2012Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:2:p:651-670.

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2012A Review of Recent Theoretical and Empirical Analyses of Asymmetric Information in Road Safety and Automobile Insurance. (2012). Pinquet, Jean ; Michaud, Pierre-Carl ; Dionne, Georges ; Dionnne, Georges . In: Cahiers de recherche. RePEc:lvl:lacicr:1204.

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2012The Empirical Measure of Information Problems with Emphasis on Insurance Fraud and Dynamic Data. (2012). Dionne, Georges. In: Cahiers de recherche. RePEc:lvl:lacicr:1233.

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2012Evaluating the Effect of Ownership Status on Hospital Quality: The Key Role of Innovative Procedures. (2012). Gobillon, Laurent ; Milcent, Carine . In: IZA Discussion Papers. RePEc:iza:izadps:dp7082.

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2012Do unemployed workers benefit from enterprise zones? The French experience. (2012). Selod, Harris ; Magnac, Thierry ; Gobillon, Laurent. In: Journal of Public Economics. RePEc:eee:pubeco:v:96:y:2012:i:9:p:881-892.

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2012Consumer’s thoughts about and willingness to pay for traffic-light labeled food and financial products. (2012). Roosen, Jutta ; marette, stéphan ; Stephan, Marette ; Drescher, Larissa S.. In: 2012 AAEA/EAAE Food Environment Symposium, May 30-31, Boston, MA. RePEc:ags:aaeafe:123200.

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2012Interpreting the evidence for New Keynesian models of inflation dynamics. (2012). RyghSwensen, Anders ; Nymoen, Ragnar ; Tveter, Eivind . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:2:p:253-263.

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2012Dynamic spatial panels: models, methods, and inferences. (2012). Elhorst, J.Paul. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:5-28.

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2012The externalities of crime: The effect of criminal involvement of parents on the educational attainment of their children. (2012). Klaveren, Chris ; Van Klaveren, C. ; Groot, W. ; van den Brink, Maassen H. ; Rud, I.. In: Working Papers. RePEc:tir:wpaper:44.

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2012Do they Know whats at Risk? Health Risk Perception among the Obese. (2012). Wuppermann, Amelie ; Winter, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3864.

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2012Investment Decisions in Retirement: The Role of Subjective Expectations. (2012). Meijer, Erik ; Hurd, Michael ; Angrisani, Marco . In: Working Papers. RePEc:mrr:papers:wp274.

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2012The CentERpanel and the DNB Household Survey: Methodological Aspects. (2012). Vis, Corrie ; Teppa, Federica . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1004.

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2012Dissent Voting Behavior of Central Bankers: What Do We Really Know?. (2012). Zapal, Jan ; Smidkova, Katerina ; Rusnák, Marek ; Horvath, Roman. In: Working Papers IES. RePEc:fau:wpaper:wp2012_05.

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2012Does Trust Promote Growth?. (2012). Horvath, Roman. In: Working Papers IES. RePEc:fau:wpaper:wp2012_09.

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2012Cross-country growth empirics and model uncertainty: An overview. (2012). Ulaan, Bulent . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201216.

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2012Does Trust Promote Growth?. (2012). Horvath, Roman. In: Working Papers. RePEc:ost:wpaper:319.

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2012Does Output Gap, Labors Share or Unemployment Rate Drive Inflation?. (2012). Luoto, Jani ; Lanne, Markku. In: MPRA Paper. RePEc:pra:mprapa:41820.

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2012Leading indicators of crisis incidence: evidence from developed countries. (2012). Vašíček, Bořek ; Smidkova, Katerina ; Rusnák, Marek ; Matějů, Jakub ; Havranek, Tomas ; Babecký, Jan ; Vaiek, Boek ; Matj, Jakub . In: Working Paper Series. RePEc:ecb:ecbwps:20121486.

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2012The Determinants of Vulnerability to the Global Financial Crisis 2008 to 2009: Credit Growth and Other Sources of Risk. (2012). Feldkircher, Martin. In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_026.

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2012Did Established Early Warning Signals Predict the 2008 Crises?*. (2012). Papageorgiou, Chris ; Eicher, Theo ; Christofides, Charis. In: Working Papers. RePEc:udb:wpaper:uwec-2012-05.

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2012Does Education Matter for Economic Growth?. (2012). Henderson, Daniel ; ChristopherF. Parmeter, ; Delgado, Michael S.. In: IZA Discussion Papers. RePEc:iza:izadps:dp7089.

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2012Transmission Lags of Monetary Policy: A Meta-Analysis. (2012). Rusnák, Marek ; Havranek, Tomas. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1038.

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2012Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias. (2012). Eicher, Theo ; Lenkoski, Alex ; Helfman, Lindy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:637-651.

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2012Mixtures of g-priors for Bayesian model averaging with economic applications. (2012). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:251-266.

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2012What Drives Short Rate Dynamics? A Functional Gradient Descent Approach. (2012). Audrino, Francesco. In: Computational Economics. RePEc:kap:compec:v:39:y:2012:i:3:p:315-335.

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2012Pushing the Limit? Fiscal Policy in the European Monetary Union. (2012). Shiamptanis, Christos ; Daniel, Betty. In: Working Papers. RePEc:rye:wpaper:wp033.

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2012A model-based indicator of the fiscal stance. (2012). Wickens, Michael ; Polito, Vito. In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:3:p:526-551.

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2012Risk Assessment Under a Non-linear Fiscal Rule.. (2012). Shiamptanis, Christos. In: Working Papers. RePEc:rye:wpaper:wp038.

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2012Explosive U.S. budget deficit. (2012). Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1076-1080.

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2012Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation. (2012). Steinmayr, Andreas ; Lechner, Michael ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:26.

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2012Continuous time regime switching model applied to foreign exchange rate.. (2012). ZOU, Benteng ; Goutte, Stéphane. In: Working Papers. RePEc:hal:wpaper:hal-00643900.

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2012Conditional Markov regime switching model applied to economic modelling.. (2012). Goutte, Stéphane. In: Working Papers. RePEc:hal:wpaper:hal-00747479.

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2012Assessment of probabilistic forecasts: Proper scoring rules and moments. (2012). Tsyplakov, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0181.

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2012The Dyanamic Location/Scale Model: with applications to intra-day financial data. (2012). Harvey, Andrew ; Andres, Philipp. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1240.

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2012On the role of public price information in housing markets. (2012). Lyytikäinen, Teemu ; Eerola, Essi ; Lyytikainen, Teemu . In: Working Papers. RePEc:fer:wpaper:30.

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2012Household Finance. An Emerging Field. (2012). Guiso, Luigi ; Sodini, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1204.

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2012At the Corner of Main and Wall Street: Family Pension Responses to Liquidity Change and Perceived Returns. (2012). Stafford, Frank ; Bridges, Thomas . In: Working Papers. RePEc:mrr:papers:wp282.

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Recent citations received in: 2012

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: CREATES Research Papers. RePEc:aah:create:2012-44.

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders ; Pedersen, Rasmus Sondergaard . In: CREATES Research Papers. RePEc:aah:create:2012-53.

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2012Public Debt and Economic Growth: Is There a Causal Effect?. (2012). Presbitero, Andrea ; Panizza, Ugo. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:65.

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2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:72.

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2012The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation. (2012). Christoffersen, Peter ; Feunou, Bruno ; Meddahi, Nour ; Jacobs, Kris . In: Working Papers. RePEc:bca:bocawp:12-34.

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2012[Citation Analysis]
2012Is labor flexibility a substitute to offshoring? Evidence from Italian manafacturing. (2012). Richiardi, Matteo ; Presbitero, Andrea ; Amighini, Alessia . In: LABORatorio R. Revelli Working Papers Series. RePEc:cca:wplabo:122.

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2012The Case Against Patents. (2012). Levine, David K ; Boldrin, Michele . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000000465.

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2012Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Bauwens, Luc ; STORTI, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028.

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2012Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120128.

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2012Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes. (2012). KIVIET, Jan F.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012128.

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2012Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360.

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2012Estimating technical efficiency in micro panels. (2012). Horrace, William ; Feng, Qu. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:730-733.

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2012Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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2012Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias. (2012). Eicher, Theo ; Lenkoski, Alex ; Helfman, Lindy . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:3:p:637-651.

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2012Exponential GARCH Modeling with Realized Measures of Volatility. (2012). Huang, Zhuo ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/26.

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2012Realized Beta GARCH: Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/28.

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2012The case against patents. (2012). Levine, David K. ; Boldrin, Michele . In: Working Papers. RePEc:fip:fedlwp:2012-035.

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2012Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti ; Nyberg, Henri. In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033.

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2012Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and Covolatility. (2012). Lunde, Asger ; Hansen, Peter ; Voev, Valeri . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-269.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

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2012Intergenerational transmission of educational attainment in Austria. (2012). Fessler, Pirmin ; Schurz, Martin ; Mooslechner, Peter . In: Empirica. RePEc:kap:empiri:v:39:y:2012:i:1:p:65-86.

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2012Forecasting Covariance Matrices: A Mixed Frequency Approach. (2012). Halbleib, Roxana ; Voev, Valeri . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1230.

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2012Multivariate Variance Targeting in the BEKK-GARCH Model. (2012). Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1223.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; Schmidt, Klaus ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Papers in Economics. RePEc:lmu:muenec:14308.

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2012Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes. (2012). Kiviet, Jan. In: Economic Growth centre Working Paper Series. RePEc:nan:wpaper:1207.

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2012Strategies for Deeper Integration: Case Study of the Baltics. (2012). Lastauskas, Povilas ; Biinait, Audr . In: MPRA Paper. RePEc:pra:mprapa:43321.

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2012Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data. (2012). Wang, Tianyi ; Matei, Marius ; Huang, Zhuo . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:4:p:83-103.

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2012Pay What You Want as a Marketing Strategy in Monopolistic and Competitive Markets. (2012). Spann, Martin ; Schmidt, Klaus ; KlausM. Schmidt, ; Zeithammer, Robert . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:393.

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2012Spatial agglomeration and productivity in Italy: a panel smooth transition regression approach. (2012). Vittucci Marzetti, Giuseppe ; Fracasso, Andrea ; Cainelli, Giulio. In: Openloc Working Papers. RePEc:trn:utwpol:1204.

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2012Estimators of Binary Spatial Autoregressive Models: A Monte Carlo Study. (2012). Calabrese, Raffaella ; Elkink, Johan A.. In: Working Papers. RePEc:ucd:wpaper:201215.

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2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14.

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2012Statistical verification of a natural natural experiment: Tests and sensitivity checks for the sibling sex ratio instrument. (2012). Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2012:19.

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2012Selection bias in innovation studies: A simple test. (2012). de Rassenfosse, Gaetan ; Wastyn, Annelies . In: ZEW Discussion Papers. RePEc:zbw:zewdip:12012.

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2012Innovation strategies of German firms: The effect of competition and intellectual property protection. (2012). Slivko, Olga. In: ZEW Discussion Papers. RePEc:zbw:zewdip:12089.

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Recent citations received in: 2011

YearTitleSee
2011Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Voev, Valeri ; Halbleib, Roxana. In: CREATES Research Papers. RePEc:aah:create:2011-03.

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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26.

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2011Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-35.

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2011Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: CREATES Research Papers. RePEc:aah:create:2011-37.

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2011The Causal Effect of Parents Schooling on Childrens Schooling: A Comparison of Estimation Methods. (2011). Plug, Erik ; Lindahl, Mikael ; Holmlund, Helena. In: Journal of Economic Literature. RePEc:aea:jeclit:v:49:y:2011:i:3:p:615-51.

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2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2011). pagan, adrian ; Fry-McKibbin, Renee. In: Journal of Economic Literature. RePEc:aea:jeclit:v:49:y:2011:i:4:p:938-60.

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2011Consumer Acceptance of Traffic-light Labelling on Food vs. Financial Products. (2011). Roosen, Jutta ; marette, stéphan ; Drescher, Larissa S.. In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114431.

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2011Model averaging in economics. (2011). Moral-Benito, Enrique. In: Banco de España Working Papers. RePEc:bde:wpaper:1123.

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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus T.. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-050.

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2011The Identification of Price Jumps. (2011). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen . In: CERGE-EI Working Papers. RePEc:cer:papers:wp434.

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2011Robust Growth Determinants. (2011). Doppelhofer, Gernot ; Weeks, Melvyn . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3354.

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2011Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). Wunsch, Conny ; Lechner, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3381.

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2011Microeconometric Analyses of Education Production in Germany. (2011). Piopiunik, Marc . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:40.

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2011Intergenerational Transmission of Education and Mediating Channels: Evidence from Compulsory Schooling Reforms in Germany. (2011). Piopiunik, Marc. In: Ifo Working Paper Series. RePEc:ces:ifowps:_107.

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2011When, where and how to perform efficiency estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:02-06.

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2011Volatility models. (2011). Laurent, Sébastien ; Hafner, Christian ; Bauwens, Luc. In: CORE Discussion Papers. RePEc:cor:louvco:2011058.

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2011Lépargnant dans un monde en crise — Ce qui a changé. (2011). Masson, Andre ; Arrondel, Luc . In: Opuscules du CEPREMAP. RePEc:cpm:opuscl:23.

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2011Sensitivity of matching-based program evaluations to the availability of control variables. (2011). Wunsch, Conny ; Lechner, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8294.

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2011The Effects of Cannabis Use on Physical and Mental Health. (2011). Williams, Jenny ; van Ours, Jan C. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8499.

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2011Structural Vector Autoregressions. (2011). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515.

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2011Tax incentives and direct support for R&D : what do firms use and why?. (2011). Martínez-Ros, Ester ; Corchuelo Martínez-Azúa, Beatriz ; Busom, Isabel ; Corchuelo Martínez-Azúa, Beatriz ; Martinez-Ros, Ester . In: Business Economics Working Papers. RePEc:cte:idrepe:id-11-03.

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2011Mixtures of g-priors for bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Mark F. J. STEEL, . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112116.

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2011Sensitivity Analysis in Semiparametric Likelihood Models. (2011). Torgovitsky, Alexander ; Chen, Xiaohong ; Tamer, Elie . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1836.

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2011.

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2011Sparse and Robust Factor Modelling. (2011). Exterkate, Peter ; Croux, Christophe . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110122.

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2011Sparse and Robust Factor Modelling. (2011). Croux, Christophe ; Exterkate, Peter . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011122.

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2011Forecasting economic growth in the euro area during the Great Moderation and the Great Recession. (2011). Maier, Philipp ; Lombardi, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20111379.

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2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?. (2011). Koop, Gary ; Korobilis, Dimitris. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318.

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2011A simple method for estimating unconditional heterogeneity distributions in correlated random effects models. (2011). Wooldridge, Jeffrey M.. In: Economics Letters. RePEc:eee:ecolet:v:113:y:2011:i:1:p:12-15.

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2011Optimal prediction pools. (2011). Geweke, John ; amisano, gianni. In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:1:p:130-141.

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2011Robust estimation of intraweek periodicity in volatility and jump detection. (2011). Laurent, Sébastien ; Croux, Christophe ; Boudt, Kris . In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:2:p:353-367.

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2011Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880.

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2011Measuring Output Gap Nowcast Uncertainty. (2011). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: CAMA Working Papers. RePEc:een:camaaa:2011-16.

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2011The production impact of cash-for-clunkers: implications for stabilization policy. (2011). Copeland, Adam ; Kahn, James . In: Staff Reports. RePEc:fip:fednsr:503.

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2011Inflation expectations and behavior: Do survey respondents act on their beliefs?. (2011). Zafar, Basit ; van der Klaauw, Wilbert ; topa, giorgio ; de Bruin, Wandi Bruine ; Armantier, Olivier. In: Staff Reports. RePEc:fip:fednsr:509.

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2011When Kahneman meets Manski: Using dual systems of reasoning to interpret subjective expectations of equity returns. (2011). GOURET, Fabian ; Hollard, Guillaume . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00867700.

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2011Group Decision Making with Uncertain Outcomes: Unpacking Child-Parent Choices of High School Tracks. (2011). Giustinelli, Pamela . In: Working Papers. RePEc:hka:wpaper:2011-030.

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2011Limited Information Bayesian Model Averaging for Dynamic Panels with an Application to a Trade Gravity Model. (2011). Tsangarides, Charalambos ; Mirestean, Alin ; Chen, Huigang . In: IMF Working Papers. RePEc:imf:imfwpa:11/230.

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2011Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables. (2011). Wunsch, Conny ; Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp5553.

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2011When, Where and How to Perform Efficiency Estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: IZA Discussion Papers. RePEc:iza:izadps:dp5997.

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2011A Long Memory Model with Normal Mixture GARCH. (2011). Cheung, Yin-Wong ; Chung, Sang-Kuck . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:517-539.

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2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel. (2011). ZOU, Benteng ; Goutte, Stéphane. In: CREA Discussion Paper Series. RePEc:luc:wpaper:11-16.

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2011Does Education Matter for Economic Growth?. (2011). Henderson, Daniel ; ChristopherF. Parmeter, ; Delgado, Michael S.. In: Working Papers. RePEc:mia:wpaper:2011-13.

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2011Bayesian Model Averaging in R. (2011). ChristopherF. Parmeter, ; Amini, Shahram . In: Working Papers. RePEc:mia:wpaper:2011-9.

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2011Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1101.

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2011Gasoline prices, gasoline consumption, and new-vehicle fuel economy: Evidence for a large sample of countries. (2011). Nishitateno, Shuhei ; Burke, Paul. In: Departmental Working Papers. RePEc:pas:papers:2011-15.

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2011Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis ; Christoffersen, Peter ; Bollerslev, Tim ; Andersen, Torben. In: PIER Working Paper Archive. RePEc:pen:papers:11-037.

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2011When, where and how to perform efficiency estimation. (2011). Kumbhakar, Subal ; Henderson, Daniel ; Badunenko, Oleg. In: MPRA Paper. RePEc:pra:mprapa:33467.

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2011Dissent voting behavior of central bankers: what do we really know?. (2011). Zapal, Jan ; Smidkova, Katerina ; Rusnák, Marek ; Horvath, Roman. In: MPRA Paper. RePEc:pra:mprapa:34638.

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2011Dynamic Stock Market Participation of Households. (2011). Khorunzhina, Natalia. In: MPRA Paper. RePEc:pra:mprapa:35310.

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2011Mixtures of g-priors for Bayesian model averaging with economic applications. (2011). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: MPRA Paper. RePEc:pra:mprapa:36817.

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2011Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis. (2011). Bayoumi, Tamim ; Bui, Trung . In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2011-04.

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2011A sieve bootstrap range test for poolability in dependent cointegrated panels. (2011). Fachin, Stefano ; Di Iorio, Francesca. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20112.

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2011Forecasting the European Carbon Market. (2011). Tole, Lise ; Koop, Gary. In: Working Papers. RePEc:str:wpaper:1110.

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2011Sensitivity of matching-based program evaluations to the availability of control variables. (2011). Wunsch, Conny ; Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2011:05.

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2011Testing instrument validity in sample selection models. (2011). Mellace, Giovanni ; Huber, Martin. In: Economics Working Paper Series. RePEc:usg:econwp:2011:45.

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2011Mixtures of g-priors for Bayesian Model Averaging with economic application. (2011). Steel, Mark ; Ley, Eduardo ; Steel, Mark F. J., . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5732.

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2011Efficient high-dimensional importance sampling in mixture frameworks. (2011). Kleppe, Tore ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201111.

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2011Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1115.

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2011Early life conditions and financial risk-taking in older age. (2011). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto . In: CFS Working Paper Series. RePEc:zbw:cfswop:201128.

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2011Estimation issues in disaggregate gravity trade models. (2011). Brummer, Bernhard ; Prehn, Soren . In: DARE Discussion Papers. RePEc:zbw:daredp:1107.

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2011Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:18.

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